ICE Russell 2000 Mini Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 837.0 823.4 -13.6 -1.6% 833.2
High 839.5 827.9 -11.6 -1.4% 852.1
Low 823.8 821.1 -2.7 -0.3% 830.5
Close 825.3 823.6 -1.7 -0.2% 839.0
Range 15.7 6.8 -8.9 -56.7% 21.6
ATR 11.0 10.7 -0.3 -2.7% 0.0
Volume 131,915 95,171 -36,744 -27.9% 548,082
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 844.5 841.0 827.3
R3 837.8 834.0 825.5
R2 831.0 831.0 824.8
R1 827.3 827.3 824.3 829.3
PP 824.3 824.3 824.3 825.0
S1 820.5 820.5 823.0 822.3
S2 817.5 817.5 822.3
S3 810.5 813.8 821.8
S4 803.8 807.0 819.8
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 905.3 893.8 851.0
R3 883.8 872.3 845.0
R2 862.3 862.3 843.0
R1 850.5 850.5 841.0 856.3
PP 840.5 840.5 840.5 843.5
S1 829.0 829.0 837.0 834.8
S2 819.0 819.0 835.0
S3 797.3 807.3 833.0
S4 775.8 785.8 827.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.1 821.1 31.0 3.8% 11.0 1.3% 8% False True 102,906
10 852.1 821.1 31.0 3.8% 11.3 1.4% 8% False True 107,876
20 865.4 821.1 44.3 5.4% 11.5 1.4% 6% False True 120,461
40 865.4 795.4 70.0 8.5% 9.0 1.1% 40% False False 61,816
60 865.4 759.8 105.6 12.8% 6.5 0.8% 60% False False 41,264
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.8
2.618 845.8
1.618 839.0
1.000 834.8
0.618 832.0
HIGH 828.0
0.618 825.3
0.500 824.5
0.382 823.8
LOW 821.0
0.618 817.0
1.000 814.3
1.618 810.0
2.618 803.3
4.250 792.3
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 824.5 830.8
PP 824.3 828.3
S1 824.0 826.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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